
Analysis of Variations for Self-similar Processes
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades.
- Undertitel
- A Stochastic Calculus Approach
- Författare
- Ciprian Tudor
- Upplaga
- Softcover reprint of the original 1st ed. 2013
- ISBN
- 9783319033686
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2015-08-14
- Sidor
- 268
